integrated The credit risk and interest rate and its reflection on the financial soundness of banks using the ARDL model

(A comparative study of a number of American, Turkish and Iraqi banks for the period 2005-2019)

Thesis Submitted To

To the Council of the College of Administration and Economics at the University of Karbala

It is part of the requirements for obtaining a doctorate degree in the philosophy of banking and financial sciences

By the student

Maysaa Saad Jawad Huby

Supervised by

Dr. Abbas Kadhim Al Daami                  Dr. Hashem Al-Husseini

Abstract

      This study dealt with credit risk and interest rate risk by clarifying the concept and determinants of credit and how to manage credit risk and the concept of interest rate risk and the factors that affect it. and liquidity index) The aim of the study is to measure the effect of independent variables on financial safety.

The study included eight banks from three countries: American, Turkish and Iraqi for the period (2005-2019). The statistical program Eviews 9 was used to measure the stability of the indicators and whether there is an integration relationship between the independent variables, as well as the use of the Exile program to measure the impact of each of the independent variables represented by credit risk and price Interest on the dependent variable represented by indicators of financial safety. The most important conclusions reached by the study is that there is no integration relationship between credit risk and interest rate in the financial safety of banks. The results also showed that Iraqi banks are the least in the computational circles, whether in credit risk or safety, and the reason for this is due to achieving very high numbers that reach eight times the granting of loans. his deposits. While US banks were the ones that recorded the lowest value for the accounting circles, which means that they were the most concerned with credit risk management and financial safety. The most important recommendations are the need to use financial safety indicators, which are among the most important indicators that help determine credit risks and interest rates, and work to take preventive measures to avoid crises in banks.